Uses of Record Class
com.quantfinlib.data.CorporateActions.CorporateAction

Packages that use CorporateActions.CorporateAction

Package

Description

com.quantfinlib.data

Data in, out, and preparation — the bridge between real-world files/feeds and the analytics stack: CsvBarLoader (RFC-4180-tolerant CSV bars), HttpBarFetcher (CSV over HTTP), TickFileWriter/TickFileReader (QFLT binary tick format with as-fast-as-possible or paced replay), TickCapture (record the live bus for deterministic replay), SeriesAligner (timestamp intersection / union+forward-fill for ragged multi-asset data) CorporateActions (split/dividend back-adjustment) and PointInTimeUniverse (as-of membership + delisting/merger terminal events — the engine half of survivorship-bias-free backtesting, consumed by the universe-aware PortfolioBacktester overload and StockScreener.membersAsOf) with UniverseCsvLoader as its documented CSV interchange format for user-supplied membership/lifecycle data.

Uses of CorporateActions.CorporateAction in com.quantfinlib.data

Method parameters in com.quantfinlib.data with type arguments of type CorporateActions.CorporateAction

Modifier and Type	Method	Description
static BarSeries	CorporateActions.adjust(BarSeries series, List<CorporateActions.CorporateAction> actions)	Returns a new back-adjusted series; the input is untouched.